Abstract: Coal Gasification Fine Slag (CGFS), the leading solid waste of the coal chemical industry, mainly consists of silica-aluminate and residual carbon. Currently, the common conversion strategy of CGFS is to obtain residual carbon after enhanced separation to prepare porous carbon materials or synthesize zeolite using silica-alumina fractions. Simultaneously, using silica-alumina particles and residual carbon resources in CGFS has great potential and research significance. CGFS was used as raw material to prepare composite adsorption materials by hydrothermal alkali solution. The effects of hydrothermal time, alkali concentration, hydrothermal temperature, and stirring time on the ammonia nitrogen adsorption characteristics of composite materials were explored by designing orthogonal experiments. The structure–activity relationship between composite materials and adsorption capacity was determined by analyzing the composition, apparent morphology, and pore structure of composite adsorption materials under different preparation conditions. The results showed that the composites generated a zeolite structure with P-type zeolite as the main crystalline phase. When the hydrothermal time is 30 hours, the hydrothermal temperature is 100℃, the stirring time is 10 minutes, and the alkali concentration is 2 mol/L, the composite adsorption material obtained the highest adsorption capacity. When the initial ammonia nitrogen concentration is 100 mg/L and the adsorption time is 5 hours, the equilibrium adsorption capacity of the adsorption material for ammonia nitrogen reaches 15.65 mg/g. The isothermal adsorption characteristics of the adsorption material for ammonia nitrogen followed the Langmuir equation, and the reaction process followed the quasi-second-order kinetic equation. Thermodynamic analysis showed that the adsorption reaction of CGFS on ammonia nitrogen was spontaneous, endothermic, and entropy-increasing.